Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,31% | 3,60 CHF | 3,61 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 74 700 CHF | 3 746 CHF | 99,63% | 99,63% |
19/11/2024 | 0,29% | 3,87 CHF | 3,89 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 77 039 CHF | 3 863 CHF | 99,64% | 99,64% |
18/11/2024 | 0,34% | 3,65 CHF | 3,66 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 69 347 CHF | 3 479 CHF | 98,83% | 98,83% |
15/11/2024 | 0,32% | 3,60 CHF | 3,62 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 76 264 CHF | 3 825 CHF | 96,19% | 96,19% |
14/11/2024 | 0,30% | 3,97 CHF | 3,98 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 76 944 CHF | 3 859 CHF | 99,64% | 99,64% |
13/11/2024 | 0,29% | 3,70 CHF | 3,72 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 81 450 CHF | 4 084 CHF | 97,29% | 97,29% |
12/11/2024 | 0,28% | 3,91 CHF | 3,93 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 80 771 CHF | 4 050 CHF | 99,56% | 99,56% |
11/11/2024 | 0,26% | 4,26 CHF | 4,27 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 91 028 CHF | 4 563 CHF | 99,63% | 99,63% |
08/11/2024 | 0,24% | 4,95 CHF | 4,96 CHF | 20 000 | 1 000 | 12 436 | 1 000 | 62 783 CHF | 5 093 CHF | 99,37% | 99,37% |
07/11/2024 | 0,25% | 4,86 CHF | 4,88 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 89 838 CHF | 4 503 CHF | 99,06% | 99,06% |